Pricing swing options with regime switching
| Year of publication: |
2011
|
|---|---|
| Authors: | Wahab, M. I. M. ; Lee, Chi-Guhn |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 185.2011, 1, p. 139-161
|